scientific article; zbMATH DE number 3374825

zbMATH Open0236.62048MaRDI QIDQ5646256FDOQ5646256

C. R. Rao

Publication date: 1971

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (85)

• Rank invariance criterion and its application to the unified theory of least squares
• The BLUE's covariance matrix revisited: A review
• Title not available (Why is that?)
• Optimality of BLUE's in a general linear model with incorrect design matrix
• Computations of predictors/estimators under a linear random-effects model with parameter restrictions
• A mixed model analysis of variance for multi-environment variety trials
• What are Schur complements, anyway?
• Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix
• Generalized inverses of partitioned matrices useful in statistical applications
• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
• On the equivalence of estimations under a general linear model and its transformed models
• On relations between BLUEs under two transformed linear models
• Stability of invariant linearly sufficient statistics in the general Gauss-Markov model
• The general Gauss-Markov model with possibly singular dispersion matrix
• On equalities of estimations of parametric functions under a general linear model and its restricted models
• On the equality of the BLUPs under two linear mixed models
• Some equalities for estimations of partial coefficients under a general linear regression model
• Linearized regression model with constraints of type II.
• Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
• Linear conform transformation: errors in both coordinate systems.
• On estimation of variance components with constraints
• Some equalities for estimations of variance components in a general linear model and its restricted and transformed models
• Linear prediction sufficiency in the misspecified linear model
• A new approach to the concept of a strong unified-least-squares matrix
• All about the \(\bot\) with its applications in the linear statistical models
• Recursive improvement of estimates in a Gauss-Markov model with linear restrictions
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• Shorted matrices - an extended concept and some applications
• On the natural restrictions in the singular Gauss-Markov model
• On an additive decomposition of the BLUE in a multiple-partitioned linear model
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• The regular shorted matrix and the hybrid sum
• A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model
• Best affine unbiased response decomposition
• Estimation under a general partitioned linear model
• Linear sufficiency in a general growth curve model
• Statistical estimation by a linear combination of two given statistics
• Title not available (Why is that?)
• On the structure of admissible linear estimators
• Testing some covariance structures under a growth curve model
• The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
• Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• Some remarks on general linear model with new regressors
• On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
• Weighted least-squares and quasilikelihood estimation for categorical data under singular models
• On inequality constrained generalized least-squares estimation
• Projections under seminorms and generalized Moore Penrose inverses
• Gauss-Markov and weighted least-squares estimation under a general growth curve model
• Characterizing Relationships Between Estimations Under a General Linear Model with Explicit and Implicit Restrictions by Rank of Matrix
• On equalities for BLUEs under misspecified Gauss-Markov models
• Adjusting of estimates in general linear model with respect to linear restrictions
• Statistical inference of a partitioned linear random-effects model
• Simultaneous diagonalization of rectangular matrices
• Special generalized inverse matrices connected with the theory of unified least squares
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
• Bayes estimation in linear models: A coordinate-free approach
• Matrix rank and inertia formulas in the analysis of general linear models
• A new analysis of the relationships between a general linear model and its mis-specified forms
• Canonical ridge and econometrics of joint production
• Least squares theory for possibly singular models
• A practical approach to parameter estimation applied to model predicting heart rate regulation
• New insights into best linear unbiased estimation and the optimality of least-squares
• Some decompositions of OLSEs and BLUEs under a partitioned linear model
• Remark to an unambiguity of estimators in the universal linear statistical models with the type ii constraints
• Some overall properties of seemingly unrelated regression models
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
• Title not available (Why is that?)
• On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses
• ON EQUALITIES OF BLUES FOR A MULTIPLE RESTRICTED PARTITIONED LINEAR MODEL
• Different kinds of sufficiency in the general Gauss-Markov model
• The optimal extended balanced loss function estimators
• On a biased prediction based on optimal mean square error criterion
• Estimadores blimbe’s en el modelo lineal. Una generalizacion de los BLUE’s
• On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor
• On additive decompositions of estimators under a multivariate general linear model and its two submodels
• On decompositions of estimators under a general linear model with partial parameter restrictions
• Transformation approaches of linear random-effects models
• Title not available (Why is that?)
• On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
• On best linear unbiased estimation and prediction under a constrained linear random-effects model
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Risk performance of some shrinkage estimators
• Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models
• Underparametrization in a regression model with constraints. II.

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